Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.561 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47690.0 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46295.11 Kr¶

PnL: ---------------------------------------> -593.46 Kr¶

DD now: ---------------------------------> -1.933 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 14:49:27.850724'

Anic Portfolio¶

Today¶

Return: -0.717 %¶

This Week¶

Return: 0.329 %¶

Total¶

Return: 56.125 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.920000 2856.000000 220.000000 8.350000 2636.000010
Beijer Electronics Group 26 -0.330000 3146.000000 175.000000 5.890000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -6.800000 427.600000 72.600000 20.450000 355.000000
Corem Property Group B 59 -6.440000 642.510000 65.510000 11.350000 576.999999
HMS Networks 2 -1.000000 710.000000 37.000000 5.500000 673.000000
Boozt 12 -0.280000 1689.600000 35.600000 2.150000 1653.999996
Fastighetsbolag. Emilshus Pref 21 0.000000 581.700000 19.700000 3.510000 562.000005
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
OEM International B 7 -0.510000 546.000000 18.000000 3.410000 527.999997
Essity A 4 0.170000 1166.000000 17.000000 1.480000 1149.000000
Intrum 4 -0.400000 543.600000 16.600000 3.150000 527.000000
Karnov Group 9 -0.160000 550.800000 14.800000 2.760000 536.000004
Coor Service Management Hold. 8 -0.800000 545.200000 13.200000 2.480000 532.000000
SAAB B 8 1.750000 3389.600000 12.600000 0.370000 3377.000000
Eastnine 4 -0.470000 503.200000 12.200000 2.480000 491.000000
Nordea Bank Abp 29 -0.080000 3465.500000 11.500000 0.330000 3453.999992
Samhällsbyggnadsbo. i Norden D 12 -4.890000 256.800000 10.800000 4.390000 246.000000
Essity B 2 -0.210000 581.600000 7.600000 1.320000 574.000000
AcadeMedia 12 0.040000 564.240000 7.240000 1.300000 557.000004
Midsona B 63 -3.310000 589.050000 6.050000 1.040000 582.999984
Resurs Holding 22 -1.690000 575.960000 1.960000 0.340000 573.999998
Creaspac SPAC 6 -0.100000 577.800000 0.800000 0.140000 577.000002
Norva24 Group 16 -1.910000 543.360000 0.360000 0.070000 543.000000
Handelsbanken A 5 -0.770000 545.250000 -0.750000 -0.140000 546.000000
Swedbank A 3 -0.240000 562.500000 -1.500000 -0.270000 564.000000
Securitas B 6 -0.630000 566.520000 -3.480000 -0.610000 570.000000
CTEK 13 -3.360000 523.380000 -10.620000 -1.990000 533.999999
FM Mattsson Mora Group B 50 -2.860000 2885.000000 -42.000000 -1.430000 2927.000000
Sampo Oyj SDB 7 0.370000 3808.000000 -42.000000 -1.090000 3850.000000
International Petroleum Corp. 5 1.210000 541.500000 -53.070000 -8.930000 594.565215
Vivesto 1368 1.690000 559.240000 -53.760000 -8.770000 612.999432
Axfood 13 0.220000 3588.000000 -168.000000 -4.470000 3756.000001
OX2 18 -0.840000 1490.400000 -173.600000 -10.430000 1663.999992
Fasadgruppen Group 35 -0.410000 3416.000000 -395.000000 -10.360000 3810.999990
Ovzon 52 -3.110000 2917.200000 -444.800000 -13.230000 3361.999992
TOTAL 46295.110000 -593.460000 -1.93274% 46888.564618

Updated:¶

'2023-01-17 14:49:39.845415'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶